The 17th of May (Syttende Mai) is the Norwegian version of the 4th of July in the U.S. My ancestors were all Norwegians. Most came here to America between about 1880-1910, but a few showed up earlier than that, One was even a soldier in the Civil War in a Wisconsin regiment and participated in Sherman's March to the Sea and the burning of Atlanta.
More details below the orange rommegrot...
Syttende Mai (17th May) is the national holiday of Norway, but it's not really an "independence day" -- it's technically a "constitution day." Here's a Wikipedia link, if you want to read more: Norwegian Constitution Day. And here's the short version:
The Constitution of Norway was signed at Eidsvoll on May 17 in the year 1814. The constitution declared Norway to be an independent kingdom in an attempt to avoid being ceded to Sweden after Denmark–Norway's devastating defeat in the Napoleonic Wars.
If you know your history, you know that Napoleon tried to conquer the whole world (like Alexander the Great or The Roman Empire or The Huns or the Mongols, who came before him, or the British Empire (roughly contemporaneous) or the German Kaiser/German Nazis, who came after him. As the song says, "Everybody wants to rule the world."
In the early 1800s, Norway was part of Denmark and Denmark was allied with France (meaning Napoleon Bonaparte). Sweden, on the other hand, was allied with Russia (meaning the Czar). Napoleon invaded Russia and lost. Thus, as part of the Treaty of Kiel (14 Jan 1814) and the Convention of Moss (14 Aug 1814), the government of Denmark agreed to give Norway to Sweden. But in the meantime (on the fateful day, 17 May 1814), the Norwegians had written a constitution and demanded independence.
In 1814, the Swedish and Norwegian armies had a few military clashes, but the Swedes ultimately agreed to allow the Norwegians to have their own parliament and to have some small amount of home rule. However, the Norwegians were not allowed to make foreign policy or economic policy. The Norwegians wanted free trade agreements. The Swedes wanted high tariffs.
Eventually, Norway became an independent country on 7 June 1905 (Dissolution of the union between Norway and Sweden). But that's not the national holiday. It's Constitution Day (17 May 1814) that Norwegians celebrate.
How to Celebrate Syttende Mai
Eat some torsk (delicious North Atlantic cod) or lutefisk (cod preserved with lye) or lefse (basically, a Norwegian version of tortillas, but made from potatoes) or rømmegrøt (Rømme is a Norwegian word meaning a heavy sour cream made from cream or blend of whole milk and cream which is acidified. Grøt translates as porridge. Traditionally, rømmegrøt is a delicacy prepared for special occasions, including holidays. It is considered to be a traditional Norwegian dish. Recipes differ depending on the region of the country. Rømmegrøt is thick and sweet and is generally drizzled in butter and sprinkled with sugar and ground cinnamon. Because this is so rich, it is often served in small cups with a small amount of butter topped with brown sugar, cinnamon and cream.)
If you're not into food, laugh at a joke that makes fun of Swedes.
Also, various local chapters of The Sons of Norway might have a parade or some kind of celebration.